Neshoba, derived from the Choctaw word nashoba, means Wolf. Neshoba County is known as the site of one of the most famous race-related crimes in American history. In 1964, three civil rights workers were murdered brutally by white supremacists, allegedly including a deputy county sheriff, in Philadelphia, the county seat. The crime and decades-long legal aftermath inspired the 1988 movie Mississippi Burning.

President Ronald Reagan launched his 1980 presidential campaign from the Neshoba County Fair, delivering a speech about economic policy that drew attention for the use of the phrase "states' rights" in an area associated with the 1964 murders.The county is known for the Neshoba County Fair and harness horse races. It is also home of the Williams Brothers Store, which has been in operation since the early 1900s.

The Mississippi Band of Choctaw Indians (MBCI) own one of the largest casino complexes in the state. The Silver Star and Golden Moon casinos are the first land based casinos in Mississippi. These casinos are part of the MBCI's Pearl River Resort.